Probability

Few centuries ago, gambling and gaming were considered to be fashionable and
became widely popular among many men. As the games became more
complicated, players were interested in knowing the chances of winning or losing a
game from a given situation. In 1654, Chevalier de Mere, a French nobleman with
a taste of gambling, wrote a letter to one of the prominent mathematician of the
time, Blaise Pascal, seeking his advice about how much dividend he would get for
a gambling game played by paying money. Pascal worked this problem
mathematically but thought of sharing this problem and see how his good friend
and mathematician Pierre de Fermat could solve. Their subsequent
correspondences on the issue represented the birth of Probability Theory as a new
branch of mathematics.

Basic concepts of Probability

i) Random Experiment

If an experiment or trial can be repeated under the same conditions, any number of
times and it is possible to count the total number of outcomes, but individual result
ie., individual outcome is not predictable, then the experiment is known as random
experiment.

Example: Tossing a coin, throwing a die, selecting a card from a pack of playing
cards, etc.

(ii) Outcome:
The result of a random experiment will be called an outcome, events .

(iii) Trial and Event:

Any particular performance of a random experiment is called a trial and outcome

or combinations of outcomes are termed as events.

(iv) Exhaustive Events:

The total number of possible outcomes of a random experiment is known as the

exhaustive events.

(v) Favourable Events:

The number of cases favourable to an event in a trial is the number of outcomes

which entail the happening of the event.

(vi) Mutually Exclusive events:

Events are said to be mutually exclusive if the happening of any one of them
precludes the happening of all the others, ie., if no two or more of them can happen
simultaneously in the same trial. Symbolically the event A and B are mutually
exclusive if A ∩ B = ∅ .

(vii) Equally Likely Events:

Events (two or more) of an experiment are said to be equally likely, if any one of
them cannot be expected to occur in preference to the others.

Biased unbiased

(viii) Classical definition of Probability

If a random experiment or trial results in ‘n’ exhaustive, mutually exclusive and

equally likely outcomes (or cases), out of which m are favourable to the occurrence
of an event E, then the probability ‘p’ of occurrence (or happening) of E, usually
denoted by P(E), is given by
Properties

1 2’ 10

(i) 0≤P(E)≤1

(ii) Sum of all the probability equal to 1.

(iii) If P(E)=0 then E is an impossible event.

For example : A coin is tossed. Find the probability of getting a head

Solution: The total possible outcomes of an experiment {H, T}

Therefore n = 2

The favorable outcome for getting a head {H}. Therefore m =1. Thus the required
probability is
Example : If two coin tossed at a time. Find the probability of getting

i) one head ii)two heads iii)three heads iv)at least two heads v)more than one

heads.

When we toss two coins, then from the tree diagram (Fig.8.4), the sample space
can be written as S={HH,HT,TH,TT}

F(x)= x= 0,1,2

Possible outcomes {HH,HT,TH, TT}

 outcomes No. of Heads

HH 2

HT 1

TH 1

TT 0

Therefore n=4 f(x=1)=1/4

P(x=0) (x=0) p(x>=2)=

P(one head)= 2/4 =1/2 ii) P(two heads)= 1/4 p(x=2)=1/4

iii) P(three heads) = 0 iv)P(at least two heads) =1/4

v) P(more than one) =1/4 vi) P(less than two heads)=3/4

Example: The king and queen of diamonds, queen and jack of hearts, jack and
king of spades are removed from a deck of 52 playing cards and then well shuffled.
Now one card is drawn at random from the remaining cards. Determine the
probability that the card is

(i) a clavor

(ii) a queen of red card

(iii) a king of black card

Example: A bag contains 5 red balls, 6 white balls, 7 green balls, 8 black balls.
One ball is drawn at random from the bag. Find the probability that the ball drawn
is

(i) White

(ii) black or red

(iii) not white

(iv) neither white nor black

ix) Tree diagram
Tree diagram allow us to see visually all possible outcomes of an random
experiment. Each branch in a tree diagram represent a possible outcome.

Illustration

(i) When we throw a die, then from the tree diagram (Fig.8.3), the sample space
can be written as S = {1,2,3,4,5,6}

(ii) When we toss two coins, then from the tree diagram (Fig.8.4), the sample space
can be written as S={HH,HT,TH,TT}

Example Express the sample space for rolling two dice using tree diagram.

Solution When we roll two dice, since each die contain 6 faces marked
with 1,2,3,4,5,6 the tree diagram will look like
Hence, the sample space can be written as

S= {(1,1),(1,2),(1,3),(1,4),(1,5),(1,6)

(2,1),(2,2),(2,3),(2,4),(2,5),(2,6)

(3,1),(3,2),(3,3),(3,4),(3,5),(3,6)

(4,1),(4,2),(4,3),(4,4),(4,5),(4,6)

(5,1),(5,2),(5,3),(5,4),(5,5),(5,6)

(6,1),(6,2),(6,3),(6,4),(6,5),(6,6)}
(x) Modern Definition of Probability

The modern approach to probability is purely axiomatic and it is based on the set
theory concepts. In order to study, the theory of probability with an axiomatic
approach it is necessary to define certain basic concepts. They are

(i) Sample Space: Each possible outcome of an experiment that can be

repeated under similar or identical conditions is called a sample point and the
collection of sample points is called the sample space, denoted by S.

(ii) Event: Any subset of a sample space is called an event.

(iii) Mutually Exclusive events: Two events A and B are said to be

mutually exclusive events if A ∩ B = ϕ i.e., if A and B are disjoint sets.

Example: Consider S = { 1,2,3,4,5}

Let A = the set of odd numbers = {1,3,5}

and B = the set of even numbers = {2,4}

Then A∩B = ϕ

Therefore the events A and B are mutually exclusive

(xi) Observation:

Statement meaning in terms of Set theory approach

(xii) Basic Theorems on probability

Theorem 1:
Then P( ∅ ) = 0 i.e., probability of an impossible event is zero.

Theorem 2:

Let S be the sample space and A be an event in S then P( ) ≡ 1– P(A)

Theorem 3: Addition Theorem (additive law)

i)If the two events A and B are mutually exclusive then A∩B = ∅

∴P(A∩B) = 0

⇒P(AUB) = P(A) + P(B) or P(A+B) = P(A)+P(B)

ii)If A and B are any two events are not mutually exclusive events then (additive
law)

P  A ∪ B  = P A  + P B  − P A ∩ B

The addition theorem may be extended to any three events A,B,C and we have

P  ∪ B ∪ C = P  A) + P ( B+ P  C − P  A∩ B  − P A ∩ C − P  B ∩ CP  A
∩ B∩C

Proof

(i) Let A and B be any two events of a random experiment with sample space S.

From the Venn diagram, we have the events only A, A Ո B and only B are mutually
exclusive and their union is A U B

Therefore, P (A U B) = P[ (only A) ∪(A ∩ B) ∪ (only B) ]

= P(only A) +P (A ∩ B) + P(only B)

= [P (A) −P (A ∩ B )] + P(A ∩ B) +[P (B ) − P (A ∩ B)]

P (A U B) = P (A) + P (B ) − P (A ∩ B)
(ii) Let A, B, C are any three events of a random experiment with sample space S.

Let D = B ∪C

P (A U B UC) = P (A ∪ D)

= P (A) + P (D ) − P (A ∩ D)

= P (A) + P (B ∪ C ) − P[A ∩ (B ∪C)]

= P (A) + P (B) + P(C ) − P(B ∩C) − P [(A ∩ B ) ∪ (A ∩C)]

= P (A) + P (B) + P (C) − P (B ∩C ) − P(A ∩ B) − P (A ∩C ) + P[(A ∩ B) ∩

(A ∩C)]

P (A U B UC) = P (A) + P (B) + P (C) − P (A ∩ B ) − P(B ∩C) −P (C ∩ A)

+ P(A ∩ B ∩C)

Example

If P(A) = 0.37 , P(B) = 0.42 , P (A ∩ B) = 0.09 then find P (A U B) .

Solution

P(A) = 0.37 , P(B) = 0.42 , P (A ∩ B) = 0.09

P (A U B) = P (A) + P (B ) − P (A ∩ B)
P (A U B) = 0.37 + 0.42 − 0.09 = 0. 7

Example

What is the probability of drawing either a king or a queen in a single draw from a
well shuffled pack of 52 cards?

Solution

Total number of cards = 52

Number of king cards = 4

Probability of drawing a king card = 4/52 A

Number of queen cards = 4

Probability of drawing a queen card= 4/52

Both the events of drawing a king and a queen are mutually exclusive

⇒ P (A ∪ B) = P (A) + P (B)

Therefore, probability of drawing either a king or a queen = 4/52 + 4/52 = 2/13

Example

Two dice are rolled together. Find the probability of getting a doublet or sum of
faces as 4.

Solution

When two dice are rolled together, there will be 6×6 = 36 outcomes. Let S be the
sample space. Then n (S) = 36

Let A be the event of getting a doublet and B be the event of getting face sum 4.

Then A = {(1,1),(2,2),(3,3),(4,4),(5,5),(6,6)}

B = {(1,3),(2,2),(3,1)}
Therefore, A Ո B = {(2,2)}

Then, n (A) = 6 , n (B) = 3 , n (A ∩ B) = 1.

Therefore, P (getting a doublet or a total of 4) = P (A U B)

P (A U B) = P (A) + P (B ) − P (A ∩ B)

= 6/36 + 3/36 – 1/36 = 8/36 = 2/9

Hence, the required probability is 2/9.

Example

If A and B are two events such that P (A) = 1/4 , P (B) = 1/2 and P(A and B)= 1/8,
find (i) P (A or B) (ii) P(not A and not B).

Solution

(i) P (A or B) = P (A U B)

= P (A) + P (B ) − P (A ∩ B)

P (A or B) = 1/4 + 1/2 – 1/8 = 5/8

(ii) P (not A and not B) = P ( ∩ )

=P

= 1 − P (A ∪ B)
P(not A and not B) = 1 – 5/8 = 3/8

Example

A card is drawn from a pack of 52 cards. Find the probability of getting a king or a
heart or a red card.

Solution

Total number of cards = 52; n(S) = 52

Let A be the event of getting a king card. n(A) =4

Let B be the event of getting a heart card. n(B) =13

Let C be the event of getting a red card. n(C) =26

P (A Ո B) = P (getting heart king) = 1/52

P (B ՈC) = P (getting red and heart)) = 13/52

P (A ՈC) = P (getting red king) = 2/52

P (A Ո B ՈC) = P (getting heart, king which is red) = 1/52

Therefore, required probability is

P (A U B UC) = P (A) + P (B) + P (C) − P (A ∩ B ) − P(B ∩C) −P (C ∩ A) + P(A

∩ B ∩C)

= 4/52 + 13/52 + 26/52 – 1/52 – 13/52 – 2/52 + 1/52 = 28/52

= 7/13

Example:

The probability that a person will get an electrification contract is 3/5 and the
probability that he will not get plumbing contract is 5/8. The probability of getting
at least one contract is 5/7. What is the probability that he will get both?
Example. In a town of 8000 people, 1300 are over 50 years and 3000 are females.
It is known that 30% of the females are over 50 years. What is the probability that
a chosen individual from the town is either a female or over 50 years?
Example

In a class of 50 students, 28 opted for NCC, 30 opted for NSS and 18 opted both
NCC and NSS. One of the students is selected at random. Find the probability that

(i) The student opted for NCC but not NSS.

(ii) The student opted for NSS but not NCC.

(iii) The student opted for exactly one of them.

Solution

Total number of students n (S) = 50 .

Let A and B be the events of students opted for NCC and NSS respectively.

n (A) = 28 , n (B) = 30 , n (A ∩ B) = 18

(i) Probability of the students opted for NCC but not NSS

P (A Ո ) = P (A) −P (A ∩ B) = 28/50 – 18/50 =1/5

(ii) Probability of the students opted for NSS but not NCC.

P (A Ո ) = P (B ) −P (A ∩ B) = 30/50 – 18/50 = 6/25

(iii) Probability of the students opted for exactly one of them

(Note that (A Ո ), ( Ո B) are mutually exclusive events)

Independent Events
Events are said to be independent if occurrence or non-occurrence of any one of
the event does not affect the probability of occurrence or non-occurrence of the
other events.
Two events A and B are said to be independent if and only if
P ( A ∩ B ) = P ( A) ⋅ P ( B)

Example
An unbiased die is thrown. If A is the event ‘the number appearing is a multiple of
3’ and B be the event ‘the number appearing is even’ number then find
whether A and B are independent?

Solution:

We know that the sample space is S = {1,2,3,4,5,6}

Now, A = {3, 6} ; B = { 2,4,6} then (A∩B) ={6}

Clearly P(A ∩ B) = P(A) P(B)

Hence A and B are independent events.

Formula for Joint Probability

Where:

 P(A ⋂ B) is the notation for the joint probability of event “A” and
“B”.
 P(A) is the probability of event “A” occurring.
 P(B) is the probability of event “B” occurring.
Conditional probability

The conditional probability of an event B, assuming that the event A has

already happened is denoted by P ( B/A) and is defined as

(Multiplication theorem on probability)

The probability of the simultaneous happening of two events A and B is given by
Example

A number is selected randomly from the digits11 through 19. Consider the events

A = { 11,14, 16, 18, 19 }

B = { 12, 14, 18, 19 }

C = { 13, 15, 18, 19 }.

Find (i) P(A/B) (ii) P(A/C) (iii) P(B/C) (iv) P (B/A)

Solution:

Therefore, the probability for the occurrence of A given that B has occurred is

The probability for the occurrence of A given that C has occurred is

Similarly, the conditional probability of B given C is

and the conditional probability of B given A is

Example A pair of dice is rolled and the faces are noted. Let

A: sum of the faces is odd, B: sum of the faces exceeds 8, and

C: the faces are different then find (i) P (A/C) (ii) P (B/C)

Solution:

The outcomes favourable to the occurrence of these events are

A = { (1,2), (1,4), (1,6), (2,1), (2,3), (2,5), (3,2), (3,4), (3,6), (4,1), (4,3), (4,5),
(5,2), (5,4), (5,6), (6,1), (6,3), (6,5) }

B = { (3,6), (4,5), (4,6), (5,4), (5,5), (5,6), (6,3), (6,4), (6,5), (6,6) }

C = { (1,2), (1,3), (1,4), (1,5), (1,6), (2,1), (2,3), (2,4), (2,5), (2,6), (3,1), (3,2),
(3,4), (3,5), (3,6), (4,1), (4,2), (4,3), (4,5), (4,6), (5,1), (5,2), (5,3), (5,4), (5,6),
(6,1), (6,2), (6,3), (6,4), (6,5) }
Since A and B are proper subsets of C, A∩C = A and B∩C = B.

Hence, the probability for the sum of the faces is an odd number given that the
faces are different is

Similarly, the probability for the sum of the faces exceeds 8 given that the faces are
different is
Example

A bag contains 5 white and 3 black balls. Two balls are drawn at random one after
the other without replacement. Find the probability that both balls drawn are black.

Solution:

Let A, B be the events of getting a black ball in the first and second draw
Probability of drawing a black ball in the first attempt is

Probability of drawing the second black ball given that the first ball drawn is black

∴ The probability that both balls drawn are black is given by

Example

Find the probability of drawing a queen, a king and a knave (Jack) in that order
from a pack of cards in three consecutive draws, the card drawn not being
replaced.

Solution :

Let

A : the card drawn is a queen

B: the card drawn is a king

C: the card is drawn is a knave(jack)

P(drawing a queen card) =

Example:

There are 4000 people living in a village including 1500 female. Among the people
in the village, the age of 1000 people is above 25 years which includes 400 female.
Suppose a person is chosen and you are told that the chosen person is a female.
What is the probability that her age is above 25 years?

Solution:

Here, the event of interest is selecting a female with age above 25 years. In
connection with the occurrence of this event, the following two events must
happen.

A:a person selected is female

B:a person chosen is above 25 years.

Situation1:

We are interested in the event B, given that A has occurred. This event can be
denoted by B|A. It can be read as “B given A”. It means that first the event A occurs
then under that condition, B occurs. Here, we want to find the probability for the
occurrence of B|A i.e., P(B|A). This probability is called conditional probability. In
reverse, the probability for selecting a female given that a person has been selected
with age above 25 years is denoted by P(A|B).

Situation 2:

Suppose that it is interested to select a person who is both female and with age
above 25 years. This event can be denoted by A ∩B.

Calculation of probabilities in these situations warrant us to have another theorem

namely Multiplication theorem. It is derived based on the definition of conditional
probability.
Bayes’ Theorem

Thomas Bayes was an English statistician, philosopher and Presbyterian minister

who is known for formulating a specific case of a theorem. Bayesian methods stem
from the principle of linking prior (before conducting experiment) probability and
conditional probability (likelihood) to posterior (after conducting experiment)
probability via Bayes’ rule. Bayesian probability is the name given to several
related interpretations of probability as an amount of epistemic confidence – the
strength of beliefs, hypotheses etc., rather than a frequency.

Theorem (Bayes’ Theorem)

If A , A , A , ..., An are mutually exclusive and exhaustive events such that P(A )
1 2 3 i

> 0, i = 1,2,3,….n and B is any event in which P(B) > 0, then

Proof
By the law of total probability of B we have
P ( B) = P ( A ) . P ( B / A ) + P( A ) . P(B / A )+...+P ( A ) P ( B / A ) and by
1 1 2 2 n n

multiplication theorem P ( A ∩ B) = P ( B /A ) P ( A )
i i i

By the definition of conditional probability,

The above formula gives the relationship between P( A / B) and P (B / A )

i i

Example
A factory has two machines I and II. Machine I produces 40% of items of the
output and Machine II produces 60% of the items. Further 4% of items produced
by Machine I are defective and 5% produced by Machine II are defective. An item
is drawn at random. If the drawn item is defective, find the probability that it was
produced by Machine II. (See the previous example, compare the questions).
Solution
Let A be the event that the items are produced by Machine-I, A be the event that
1 2

items are produced by Machine-II. Let B be the event of drawing a defective item.
Now we are asked to find the conditional probability P (A / B). Since A , A are
2 1 2

mutually exclusive and exhaustive events, by Bayes’ theorem,

We have,
P ( A ) =0.40 , P ( B / A ) = 0.04
1 1

P ( A ) = 0.60, P (B / A ) = 0.05
2 2

Example
A construction company employs 2 executive engineers. Engineer-1 does the work
for 60% of jobs of the company. Engineer-2 does the work for 40% of jobs of the
company. It is known from the past experience that the probability of an error
when engineer-1 does the work is 0.03, whereas the probability of an error in the
work of engineer-2 is 0.04. Suppose a serious error occurs in the work, which
engineer would you guess did the work?
Solution
Let A and A be the events of job done by engineer-1 and engineer-2 of the
1 2

company respectively. Let B be the event that the error occurs in the work.
We have to find the conditional probability
P (A / B ) and P (A / B) to compare their errors in their work.
1 2

From the given information, we have

P (A ) = 0.60, P (B / A ) = 0.03
1 1

P (A ) = 0.40, P (B / A ) = 0.04
2 2

A and A are mutually exclusive and exhaustive events.

1 2

Applying Bayes’ theorem,

Since P (A1 / B ) > P (A2 / B) , the chance of error done by engineer-1 is greater
than the chance of error done by engineer-2. Therefore one may guess that the
serious error would have been be done by engineer-1.
Example
The chances of X, Y and Z becoming managers of a certain company are 4 : 2 : 3.
The probabilities that bonus scheme will be introduced if X, Y and Z become
managers are 0.3, 0.5 and 0.4 respectively. If the bonus scheme has been
introduced, what is the probability that Z was appointed as the manager?
Solution
Let A , A and A be the events of X, Y and Z becoming managers of the company
1 2 3

respectively. Let B be the event that the bonus scheme will be introduced.
We have to find the conditional probability P ( A / B).
3

Since A , A and A are mutually exclusive and exhaustive events, applying Bayes’
1 2 3

theorem
Example
A consulting firm rents car from three agencies such that 50% from agency L, 30%
from agency M and 20% from agency N. If 90% of the cars from L, 70% of cars
from M and 60% of the cars from N are in good conditions (i) what is the
probability that the firm will get a car in good condition? (ii) if a car is in good
condition, what is probability that it has come from agency N?
Solution
Let A , A , and A be the events that the cars are rented from the agencies X, Y
1 2 3

and Z respectively.

Let G be the event of getting a car in good condition.

We have to find
(i) the total probability of event G that is, P(G)
(ii) find the conditional probability A given G that is, P ( A / G) We have
3 3

P ( A ) = 0.50, P (G / A ) = 0.90
1 1

P ( A ) = 0.30, P (G / A ) = 0.70
2 2

P (A ) = 0.20, P (G / A ) = 0.60.
3 3

(i) Since A , A and A are mutually exclusive and exhaustive events and G is an
1 2 3

event in S, then the total probability of event G is P(G).

P (G) = P (A ) P (G / A ) + P (A ) P (G / A ) + P (A ) P (G / A )
1 1 2 2 3 3

P(G) = ( 0.50)( 0.90) + ( 0.30)( 0.70) + ( 0.20)( 0.60)

P(G) = 0.78.
(ii) The conditional probability A given G is P (A / G)
3 3

By Bayes’ theorem,
EXERCISE

(1) A factory has two Machines-I and II. Machine-I produces 60% of items and
Machine-II produces 40% of the items of the total output. Further 2% of the items
produced by Machine-I are defective whereas 4% produced by Machine-II are
defective. If an item is drawn at random what is the probability that it is defective?

(2) There are two identical urns containing respectively 6 black and 4 red balls, 2
black and 2 red balls. An urn is chosen at random and a ball is drawn from it. (i)
find the probability that the ball is black (ii) if the ball is black, what is the
probability that it is from the first urn?

(3) A firm manufactures PVC pipes in three plants viz, X, Y and Z. The daily
production volumes from the three firms X, Y and Z are respectively 2000 units,
3000 units and 5000 units. It is known from the past experience that 3% of the
output from plant X, 4% from plant Y and 2% from plant Z are defective. A pipe is
selected at random from a day’s total production,
(i) find the probability that the selected pipe is a defective one.
(ii) if the selected pipe is a defective, then what is the probability that it was
produced by plant Y ?
(4) The chances of A, B and C becoming manager of a certain company are 5 : 3 :
2. The probabilities that the office canteen will be improved i f A, B, and C become
managers are 0.4, 0.5 and 0.3 respectively. If the office canteen has been improved,
what is the probability that B was appointed as the manager?

(5) An advertising executive is studying television viewing habits of married men

and women during prime time hours. Based on the past viewing records he has
determined that during prime time wives are watching television 60% of the time.
It has also been determined that when the wife is watching television, 40% of the
time the husband is also watching. When the wife is not watching the television,
30% of the time the husband is watching the television. Find the probability that (i)
the husband is watching the television during the prime time of television (ii) if the
husband is watching the television, the wife is also watching the television.
Probability Distribution
A probability distribution is a mathematical function that, stated in simple terms, can be thought of as
providing the probabilities of occurrence of different possible outcomes in an experiment. For instance,
if the random variable X is used to denote the outcome of a coin toss ("the experiment"), then the
probability distribution of X would take the value 0.5 for X = heads, and 0.5 for X = tails (assuming the
coin is fair).

A probability distribution is a statistical function that describes all the possible values and likelihoods
that a random variable can take within a given range. This range will be between the minimum and
maximum statistically possible values, but where the possible value is likely to be plotted on the
probability distribution depends on a number of factors. These factors include the distribution's mean,
standard deviation, skewness and kurtosis.

An example will make clear the relationship between random variables and probability distributions.
Suppose you flip a coin two times. This simple statistical experiment can have four possible outcomes:
HH, HT, TH, and TT. Now, let the variable X represent the number of Heads that result from this
experiment. The variable X can take on the values 0, 1, or 2. In this example, X is a random variable;
because its value is determined by the outcome of a statistical experiment.

Types of Probability Distribution

There are two types of probability distributions:

1. Discrete probability distributions 2.Continuous probability distributions

Discrete random variable

A random variable is said to be discrete if it takes only a finite or countable infinite

number of values.

Example

Consider the experiment of tossing a coin

If X (Head) =1, X (Tail) = 0

Then X takes the values either 0 or 1

This is a discrete random variable.

Probability mass function and probability density function

A probability function is associated with each value of the random variable. This
function is used to compute probabilities for events associated with the random
variables. The probability function defined for a discrete random variable is called
probability mass function. The probability function associated with continuous
random variable is called probability density function.
Probability Mass Function

If, X is a discrete random variable taking values x1, x2 …. xn with respective

probabilities p(x1), p(x2) ….. p(xn) such that

then p(x) is known as the probability mass function (p.m.f) of the discrete random
variable X.

The pair {xi, p(xi); i = 1, 2, 3, ... } is known as probability distribution of X.

Example

A coin is tossed two times. If X is the number of heads, find the probability mass
function of X.

Solution:

Since the coin is tossed two times, the sample space is S={HH, HT, TH, TT}
If X denotes the numbers of heads, the possible values of X are 0,1,2 with the
following

Example

In example 9.3 the probability mass function of X is given in the following table

The above table may be called as the probability distribution function of X.

Continuous random variable

Definition

A random variable X which can take on any value (integral as well as fraction) in
the interval is called continuous random variable.

Examples of continuous random variable

 The amount of water in a 10 ounce bottle.

 The speed of a car.

 Electricity consumption in kilowatt hours.

 Height of people in a population.

 Weight of students in a class.

 The length of time taken by a truck driver to go from Chennai to Madurai, etc.

Probability density function

Definition

The probability that a random variable X takes a value in the interval [t , t ] (open
1 2

or closed) is given by the integral of a function called the probability density

function f (x) :
X

P ( t1 ≤ X ≤t2 )= ∫ 1 f (x)dx .
t2
t X

Other names that are used instead of probability density function include density
function, continuous probability function, integrating density function.

The probability density functions f (x) or simply by f (x) must satisfy the
X

following conditions.

(i) f ( x) ≥ 0 ∀ x and

(ii) ∞∫ f (x)dx = 1 .
-∞

\\
Example

A continuous random variable X has the following p.d.f

f (x) = ax , 0 ≤ x ≤ 1

Determine the constant a and also find P [X ≤ 1/2]

Solution:
Example

A continuous random variable X has p.d.f

f(x) = 5x ,0 ≤ x ≤ 1
4

Find a and a such that (i) P[X ≤ a ] = P[X > a ]

1 2 1 1 (ii) P[X > a ] = 0.05
2

Solution
Continuous distribution function

Definition

If X is a continuous random variable with the probability density function f (x),

X

then the function F (x) is defined by

X

F (x) = P[X ≤ x ] = ∫ f (t )dt , −∞ < x < ∞ is called the distribution function

X
x
-∞

(d.f) or sometimes the cumulative distribution function (c.d.f) of the continuous

random variable X
Properties of cumulative distribution function
The function F (x) or simply F(x) has the following properties
X

(i) 0 ≤ F (x) ≤ 1, − ∞ < x < ∞

(ii)

(iii) F(⋅) is a monotone, non-decreasing function; that is, F (a)≤ F (b) for a <b .

(iv) F(⋅) is continuous from the right; that is,

(v)

(vi)

dF(x) is known as probability differential of X .

(vii)

= P (X ≤ b) − P(X ≤ a)

= F (b) − F (a)

Example

Suppose, the life in hours of a radio tube has the following p.d.f
Find the distribution function.

Solution:

Example

The amount of bread (in hundreds of pounds) x that a certain bakery is able to sell
in a day is found to be a numerical valued random phenomenon, with a probability
function specified by the probability density function f (x) is given by

(a) Find the value of A.

(b) What is the probability that the number of pounds of bread that will be sold
tomorrow is

(i) More than 10 pounds,

(ii) Less than 10 pounds, and

(iii) Between 5 and 15 pounds?

Solution:

(a) We know that

(b) (i) The probability that the number of pounds of bread that will be sold
tomorrow is more than 10 pounds is given by

(ii) The probability that the number of pounds of bread that will be sold tomorrow
is less than 10 pounds, is given by
(iii) The probability that the number of pounds of bread that will be sold tomorrow is
between 5 and 15 pounds is

Joint and marginal probability mass functions

In real life situations we may be observed two or more random variables on the
individuals simultaneously. For instance, blood pressure and cholesterol for each
individual are measured simultaneously. In such cases we require the concept of
bi-variate random variable represented by ( X, Y ), where X and Y are univariate
random variables.

Definition (Joint p.m.f)

Let (X, Y) be a discrete bivariate random variable. Then p (x, y) is called the joint
probability mass function of (X, Y) if the following conditions are satisfied.
Definition (Marginal Probability Mass Function)
Given a joint probability mass function p (x, y), then p (x) = Σ p(x,y) is called
y

marginal probability mass function of X. Similarly p (y) = Σx p(x,y) is called the

marginal probability mass function of Y.

Example

There are 10 tickets in a bag which are numbered 1, 2, 3, ...10. Two tickets are
drawn at random one after the other with replacement.

Here, random variable X denotes the number on the first ticket and random
variable Y denotes the number on the second ticket.

Joint and marginal probability density functions

As we defined in section 9.5.1 the joint probability mass function, we define the
joint probability density function.

Definition:

Let (X, Y) be a bivariate continuous random variables. The function f (x, y) is

called a bivariate probability density if the following conditions are satisfied.
The marginal probability density function of X is given by

and the marginal probability density function of Y is given by

Example

Prove that the bivariate function given by f(x, y) =

Proof:

If f is a probability density function

Therefore, f (x, y) is a probability density function.

Example 9.16

Joint p.d.f. of X,Y is f(x, y) =

then find the marginal density function of X and Y.

Solution:
Example

Joint p.d.f. of X,Y is f(x, y) = Find the marginal

density function of X and Y

Solution: